WLDR vs. KOKU
Compare and contrast key facts about Affinity World Leaders Equity ETF (WLDR) and Xtrackers MSCI Kokusai Equity ETF (KOKU).
WLDR and KOKU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WLDR is a passively managed fund by Regents Park Funds that tracks the performance of the Thomson Reuters StarMine Affinity World Leaders Index. It was launched on Jan 17, 2018. KOKU is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Kokusai Index (World ex Japan). It was launched on Apr 8, 2020. Both WLDR and KOKU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WLDR or KOKU.
Key characteristics
| WLDR | KOKU | |
|---|---|---|
| YTD Return | 27.90% | 21.72% |
| 1Y Return | 38.74% | 32.99% |
| 3Y Return (Ann) | 11.30% | 7.82% |
| Sharpe Ratio | 2.98 | 2.82 |
| Sortino Ratio | 4.10 | 3.83 |
| Omega Ratio | 1.53 | 1.52 |
| Calmar Ratio | 4.82 | 4.18 |
| Martin Ratio | 17.91 | 19.04 |
| Ulcer Index | 2.24% | 1.74% |
| Daily Std Dev | 13.46% | 11.74% |
| Max Drawdown | -44.69% | -25.77% |
| Current Drawdown | -0.43% | -0.53% |
Correlation
The correlation between WLDR and KOKU is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
WLDR vs. KOKU - Performance Comparison
In the year-to-date period, WLDR achieves a 27.90% return, which is significantly higher than KOKU's 21.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WLDR vs. KOKU - Expense Ratio Comparison
WLDR has a 0.67% expense ratio, which is higher than KOKU's 0.09% expense ratio.
Risk-Adjusted Performance
WLDR vs. KOKU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Affinity World Leaders Equity ETF (WLDR) and Xtrackers MSCI Kokusai Equity ETF (KOKU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
WLDR vs. KOKU - Dividend Comparison
WLDR's dividend yield for the trailing twelve months is around 1.77%, more than KOKU's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
WLDR Affinity World Leaders Equity ETF | 1.77% | 2.28% | 2.09% | 7.56% | 1.80% | 2.48% | 2.83% |
KOKU Xtrackers MSCI Kokusai Equity ETF | 1.55% | 1.76% | 1.98% | 1.89% | 0.55% | 0.00% | 0.00% |
Drawdowns
WLDR vs. KOKU - Drawdown Comparison
The maximum WLDR drawdown since its inception was -44.69%, which is greater than KOKU's maximum drawdown of -25.77%. Use the drawdown chart below to compare losses from any high point for WLDR and KOKU. For additional features, visit the drawdowns tool.
Volatility
WLDR vs. KOKU - Volatility Comparison
Affinity World Leaders Equity ETF (WLDR) has a higher volatility of 5.77% compared to Xtrackers MSCI Kokusai Equity ETF (KOKU) at 3.24%. This indicates that WLDR's price experiences larger fluctuations and is considered to be riskier than KOKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.